Fear
Everyone has been afraid of something at one point in their life, whether if that's being scared of the dark or being frightened of poisonous snakes. Fear, like any other emotion, is actually created because of your brain.
There are two paths for sensory information to take: the low road and the high road. These paths happen at the same time, meaning that the sensory information (like a loud noise or an unusual smell) gets picked up by sensory receptors and gets sent on both paths. On the "low road" then data is sent to a part in your brain called the thalamus. In the thalamus, the brain doesn't know whether you are in real danger or not, but since there is a likelihood of there being a threat, this information is sent to the amygdala, which in turn send the signals to the hypothalamus, alerting the "fight or flight" response aka what causes fear. On the other hand, the stimuli also takes on the "high road" path! The information is relayed to the thalamus, but, instead of going straight to the amygdala, the data is sent to the sensory cortex. Here, the stimuli is evaluated, and then sent to the hippocampus for further assessment of whether or not there is a real threat. When the hippocampus has made its decision, it sends the information to the amygdala, and from whether or not there is a threat, the amygdala will alert the hypothalamus either that there needs to be a "fight or flight" response or that no action is needed. Since there are more destinations of the brain for the nerve signals (which is what the sensory information is in the form of) to go to in the high- road, it will take more time for that information process to conclude. This is why sometimes, when we're having an irrational fear, it takes a few seconds to calm down.
Now that we've gotten a basic understanding of fear, you may be wondering why fear is important. Without fear, we as humans wouldn't be able to survive. Back in the time of our ancestors, humans used fear to asses their surroundings and figure out their course of action. For example, if they heard a loud noise that sounded like a predator, their brain would set-off the "fight or flight" response so that they won't end up getting eaten. Obviously, we don't live like this anymore. But, we still need fear because it keeps us in check and prevents us from doing irrational things, like playing in the road when there are cars out, or going into the open field when there is lightning and thunder.